In Europe you don't need a degree to get a job as a pilot, it is not requested by any airline I am aware of.
I don't get your second question. As I said, no degree is required in Europe. In the US it is just a general requirement of the majors, regardless of the field of study. In Europe it really doesn't make much of a difference.
As for the third question, it's really up to you – if you don't feel good about it then just don't waste time, energy and money on it.
I was studying finance at university and I really enjoyed it, but I realized it isn't something I want to do for a living. Flying is what I love and I can have a financial education on my own, which is something I am accomplishing in my free time.
Do what you really like, but you have to accept all the potential risks associated.